CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 13-Oct-2006
Day Change Summary
Previous Current
12-Oct-2006 13-Oct-2006 Change Change % Previous Week
Open 756.5 770.0 13.5 1.8% 749.9
High 770.1 775.7 5.6 0.7% 775.7
Low 754.0 767.6 13.6 1.8% 746.8
Close 769.8 775.7 5.9 0.8% 775.7
Range 16.1 8.1 -8.0 -49.7% 28.9
ATR 10.9 10.7 -0.2 -1.9% 0.0
Volume 67 238 171 255.2% 523
Daily Pivots for day following 13-Oct-2006
Classic Woodie Camarilla DeMark
R4 797.3 794.6 780.2
R3 789.2 786.5 777.9
R2 781.1 781.1 777.2
R1 778.4 778.4 776.4 779.8
PP 773.0 773.0 773.0 773.7
S1 770.3 770.3 775.0 771.7
S2 764.9 764.9 774.2
S3 756.8 762.2 773.5
S4 748.7 754.1 771.2
Weekly Pivots for week ending 13-Oct-2006
Classic Woodie Camarilla DeMark
R4 852.8 843.1 791.6
R3 823.9 814.2 783.6
R2 795.0 795.0 781.0
R1 785.3 785.3 778.3 790.2
PP 766.1 766.1 766.1 768.5
S1 756.4 756.4 773.1 761.3
S2 737.2 737.2 770.4
S3 708.3 727.5 767.8
S4 679.4 698.6 759.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 775.7 746.8 28.9 3.7% 10.8 1.4% 100% True False 104
10 775.7 723.1 52.6 6.8% 11.5 1.5% 100% True False 98
20 775.7 723.1 52.6 6.8% 11.1 1.4% 100% True False 67
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 810.1
2.618 796.9
1.618 788.8
1.000 783.8
0.618 780.7
HIGH 775.7
0.618 772.6
0.500 771.7
0.382 770.7
LOW 767.6
0.618 762.6
1.000 759.5
1.618 754.5
2.618 746.4
4.250 733.2
Fisher Pivots for day following 13-Oct-2006
Pivot 1 day 3 day
R1 774.4 770.9
PP 773.0 766.1
S1 771.7 761.3

These figures are updated between 7pm and 10pm EST after a trading day.

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